Structural Vector Autoregressive Analysis
| Author | : Lutz Kilian |
| Publisher | : Cambridge University Press |
| Total Pages | : 757 |
| Release | : 2017-11-23 |
| ISBN-10 | : 9781107196575 |
| ISBN-13 | : 1107196574 |
| Rating | : 4/5 (75 Downloads) |
Book Synopsis Structural Vector Autoregressive Analysis by : Lutz Kilian
Download or read book Structural Vector Autoregressive Analysis written by Lutz Kilian and published by Cambridge University Press. This book was released on 2017-11-23 with total page 757 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.